Full Professor
Geneva Finance Research Institute

Ph.D., University of Lausanne

Uni Pignon - 408
+41 22 379 81 26

Short bio

I am an Associate Professor of Finance at the University of Geneva (Geneva Finance Research Institute and Swiss Finance Institute). I hold a PhD in finance from the University of Lausanne and was an assistant professor of finance at HEC Montréal and HEC Lausanne prior to joining the University of Geneva. I recently was a senior visiting fellow at the School of Banking and Finance, Australian School of Business at UNSW. My research interests are in asset pricing, and in particular the role of learning in models with incomplete information.

Research & publications

Asset pricing with beliefs-dependent risk aversion and learning (with J. Detemple and M. Rindisbacher) Journal of Financial Economics, forthcoming

Variance After-effects Bias Risk Perception in Humans (with B. Balleine, E. Payzan-LeNestour and J. Pearson) Current Biology, 2016, vol. 16, Nr 11

Beta Arbitrage Strategies: when do they work, and why? ( with R. Messikh, G. Oderda and O. Pictet ) Quantitative Finance, 2015, vol. 15, Nr 2.


   AACSB-logo-accredited_Foot.png        AMBA_Logo_Black_New.png          EFMD-NewLogo2013-HR_colours.png